UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CQS Cayman Limited Partnership
Address: HF Fund Services Limited
P.O. Box 242 / 45 Market Street, Gardenia Court
Camana Bay, Grand Cayman, Cayman Islands KY1-1104
13F File Number: 028-13132
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Kevin Jones as general partner for and on behalf of CQS Cayman
Limited Partnership
Title: Director - CQS Cayman General Partner
Phone: +44 15 3451 3006
Signature, Place, and Date of Signing:
/s/ Kevin Jones Jersey, Channel Islands, UK May 10, 2013
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 89
Form 13F Information Table Value Total: $886,872 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
01 028-13136 CQS (UK) LLP
02 028-13133 CQS (Hong Kong) Limited
03 028-13134 CQS Asset Management Limited
04 028-13237 CQS (US) LLC
05 028-14695 CQS Cayman Management Ltdd
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3-D SYS CORP DEL COM NEW 88554D205 682 21142 SH DEFINED 1 2 3 4 5 0 21142 0
AGNICO EAGLE MINES LTD COM 008474108 3482 85000 SH DEFINED 1 2 3 4 5 0 85000 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 262 12500 SH DEFINED 1 2 3 4 5 0 12500 0
AMERICAN INTL GROUP INC COM NEW 026874784 5376 138492 SH DEFINED 1 2 3 4 5 0 138492 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 45066 44500000 PRN DEFINED 1 2 3 4 5 0 0 0
BAYTEX ENERGY CORP COM 07317Q105 1946 46500 SH DEFINED 1 2 3 4 5 0 46500 0
CAMECO CORP COM 13321L108 7258 350000 SH DEFINED 1 2 3 4 5 0 350000 0
CARNIVAL CORP PAIRED CTF 143658300 36745 1072371 SH DEFINED 1 2 3 4 5 0 1072371 0
CARNIVAL PLC ADR 14365C103 2938 83748 SH DEFINED 1 2 3 4 5 0 83748 0
CMS ENERGY CORP NOTE 5.500% 6/1 125896BD1 8003 3900000 PRN DEFINED 1 2 3 4 5 0 0 0
COMCAST CORP NEW CL A SPL 20030N200 33785 852932 SH DEFINED 1 2 3 4 5 0 852932 0
DENISON MINES CORP COM 248356107 2655 1950000 SH DEFINED 1 2 3 4 5 0 1950000 0
DISCOVER FINL SVCS COM 254709108 2340 52185 SH DEFINED 1 2 3 4 5 0 52185 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7936 114120 SH DEFINED 1 2 3 4 5 0 114120 0
DOW CHEM CO COM 260543103 205 6450 SH DEFINED 1 2 3 4 5 0 6450 0
DRYSHIPS INC SHS Y2109Q101 1734 850000 SH DEFINED 1 2 3 4 5 0 850000 0
DYNEGY INC NEW DEL COM 26817R108 20672 861678 SH DEFINED 1 2 3 4 5 0 861678 0
E M C CORP MASS NOTE 1.750%12/0 268648AM4 9738 6500000 PRN DEFINED 1 2 3 4 5 0 0 0
EBAY INC COM 278642103 759 14000 SH DEFINED 1 2 3 4 5 0 14000 0
ELAN PLC ADR 284131208 1888 160000 SH DEFINED 1 2 3 4 5 0 160000 0
ELDORADO GOLD CORP NEW COM 284902103 5091 535000 SH DEFINED 1 2 3 4 5 0 535000 0
FIRST MAJESTIC SILVER CORP COM 32076V103 4450 275000 SH DEFINED 1 2 3 4 5 0 275000 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 9384 5800000 PRN DEFINED 1 2 3 4 5 0 0 0
FORTUNA SILVER MINES INC COM 349915108 3224 750000 SH DEFINED 1 2 3 4 5 0 750000 0
FRANCO NEVADA CORP COM 351858105 1482 32500 SH DEFINED 1 2 3 4 5 0 32500 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 15630 7200000 PRN DEFINED 1 2 3 4 5 0 0 0
GOLDCORP INC NEW COM 380956409 3358 100000 SH DEFINED 1 2 3 4 5 0 100000 0
GRAN TIERRA ENERGY INC COM 38500T101 2630 450900 SH DEFINED 1 2 3 4 5 0 450900 0
HEICO CORP NEW CL A 422806208 1449 42241 SH DEFINED 1 2 3 4 5 0 42241 0
HUDBAY MINERALS INC COM 443628102 192 20000 SH DEFINED 1 2 3 4 5 0 20000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 30341 25092000 PRN DEFINED 1 2 3 4 5 0 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2124 119333 SH DEFINED 1 2 3 4 5 0 119333 0
KINROSS GOLD CORP COM NO PAR 496902404 1580 200000 SH DEFINED 1 2 3 4 5 0 200000 0
L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 32612 32000000 PRN DEFINED 1 2 3 4 5 0 0 0
LIBERTY GLOBAL INC COM SER C 530555309 54734 797520 SH DEFINED 1 2 3 4 5 0 797520 0
LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 12341 7500000 PRN DEFINED 1 2 3 4 5 0 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 17100 15750000 PRN DEFINED 1 2 3 4 5 0 0 0
MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 93003 92250000 PRN DEFINED 1 2 3 4 5 0 0 0
MOLEX INC CL A 608554200 7117 295084 SH DEFINED 1 2 3 4 5 0 295084 0
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 18139 17500000 PRN DEFINED 1 2 3 4 5 0 0 0
MOLYCORP INC DEL COM 608753109 52 10000 SH DEFINED 1 2 3 4 5 0 10000 0
MOLYCORP INC DEL NOTE 6.000% 9/0 608753AF6 4497 6250000 PRN DEFINED 1 2 3 4 5 0 0 0
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 2310 524999 SH DEFINED 1 2 3 4 5 0 524999 0
NATIONAL RETAIL PPTYS INC NOTE 5.125% 6/1 637417AC0 4973 3500000 PRN DEFINED 1 2 3 4 5 0 0 0
NATIONAL WESTMINSTER BK PLC SPON ADR C 638539882 1187 46330 SH DEFINED 1 2 3 4 5 0 46330 0
NEW GOLD INC CDA COM 644535106 1361 150000 SH DEFINED 1 2 3 4 5 0 150000 0
NEWS CORP CL A 65248E104 1983 65000 SH DEFINED 1 2 3 4 5 0 65000 0
NEWS CORP CL B 65248E203 128707 4184246 SH DEFINED 1 2 3 4 5 0 4184246 0
NOKIA CORP SPONSORED ADR 654902204 4871 1485100 SH DEFINED 1 2 3 4 5 0 1485100 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 8229 5050000 PRN DEFINED 1 2 3 4 5 0 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 5644 5000000 PRN DEFINED 1 2 3 4 5 0 0 0
OMNICOM GROUP INC NOTE 7/0 682134AA9 10299 8700000 PRN DEFINED 1 2 3 4 5 0 0 0
PEABODY ENERGY CORP COM 704549104 4494 212500 SH DEFINED 1 2 3 4 5 0 212500 0
PENGROWTH ENERGY CORP COM 70706P104 654 128570 SH DEFINED 1 2 3 4 5 0 128570 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2222 134124 SH DEFINED 1 2 3 4 5 0 134124 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 1874 1700000 PRN DEFINED 1 2 3 4 5 0 0 0
RIO ALTO MNG LTD NEW COM 76689T104 3728 811600 SH DEFINED 1 2 3 4 5 0 811600 0
ROYAL GOLD INC COM 780287108 3196 45000 SH DEFINED 1 2 3 4 5 0 45000 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 427 400000 PRN DEFINED 1 2 3 4 5 0 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 53995 1307145 SH DEFINED 1 2 3 4 5 0 1307145 0
SANDSTORM GOLD LTD COM NEW 80013R206 1183 125000 SH DEFINED 1 2 3 4 5 0 125000 0
SCORPIO TANKERS INC SHS Y7542C106 6652 745700 SH DEFINED 1 2 3 4 5 0 745700 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 13328 13000000 PRN DEFINED 1 2 3 4 5 0 0 0
SILVER WHEATON CORP COM 828336107 11259 360000 SH DEFINED 1 2 3 4 5 0 360000 0
SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 10091 8500000 PRN DEFINED 1 2 3 4 5 0 0 0
SOURCEFIRE INC COM 83616T108 2962 50000 SH DEFINED 1 2 3 4 5 0 50000 0
SPDR GOLD TRUST GOLD SHS 78463V107 3089 20000 SH DEFINED 1 2 3 4 5 0 20000 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 4573 4125000 PRN DEFINED 1 2 3 4 5 0 0 0
STERLITE INDS INDIA LTD NOTE 4.000%10/3 859737AB4 5147 5150000 PRN DEFINED 1 2 3 4 5 0 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 11365 9475000 PRN DEFINED 1 2 3 4 5 0 0 0
TAHOE RES INC COM 873868103 3602 205000 SH DEFINED 1 2 3 4 5 0 205000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6305 366792 SH DEFINED 1 2 3 4 5 0 366792 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 4384 3000000 PRN DEFINED 1 2 3 4 5 0 0 0
TERNIUM SA SPON ADR 880890108 611 30000 SH DEFINED 1 2 3 4 5 0 30000 0
TIMMINS GOLD CORP COM 88741P103 4338 1500000 SH DEFINED 1 2 3 4 5 0 1500000 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 3503 1946178 SH DEFINED 1 2 3 4 5 0 1946178 0
UNITED STATES STL CORP NEW COM 912909108 644 33000 SH DEFINED 1 2 3 4 5 0 33000 0
UNITED THERAPEUTICS CORP DEL NOTE 1.000% 9/1 91307CAF9 3437 2500000 PRN DEFINED 1 2 3 4 5 0 0 0
UR ENERGY INC COM 91688R108 1672 1750000 SH DEFINED 1 2 3 4 5 0 1750000 0
URANERZ ENERGY CORP COM 91688T104 925 728181 SH DEFINED 1 2 3 4 5 0 728181 0
URANIUM ENERGY CORP COM 916896103 4620 2100000 SH DEFINED 1 2 3 4 5 0 2100000 0
VALE S A ADR 91912E105 5062 292775 SH DEFINED 1 2 3 4 5 0 292775 0
VALE S A ADR REPSTG PFD 91912E204 496 30000 SH DEFINED 1 2 3 4 5 0 30000 0
VERMILION ENERGY INC COM 923725105 5174 100000 SH DEFINED 1 2 3 4 5 0 100000 0
VIACOM INC NEW CL A 92553P102 3284 52081 SH DEFINED 1 2 3 4 5 0 52081 0
VIRGIN MEDIA INC COM 92769L101 7835 160000 SH DEFINED 1 2 3 4 5 0 160000 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 993 1000000 PRN DEFINED 1 2 3 4 5 0 0 0
WAVE SYSTEMS CORP COM NEW 943526301 341 500000 SH DEFINED 1 2 3 4 5 0 500000 0
YAMANA GOLD INC COM 98462Y100 5843 380000 SH DEFINED 1 2 3 4 5 0 380000 0